Well the sky should be setup by default to get sunny skies, as long as you set the time to be in daylight hours. I recommend keeping the longitude setting at 0 to avoid any time confusion. Also, unless you're trying to simulte the light at a specific location, keeping the latitude closer to 0 will give you a higher sun azimuth and thus more daylight time to work with.
When you refer to blue, it sounds like there might be a bug happening, but I'm not sure without seeing a picture. Make sure that your scene camera is set in the tenkoku track camera slot. Also try going to the color settings section and switch the gradient source to 'texture'. There has been some bugs reported when the gradient source is set on 'gradient'.... but setting to 'texture' should generally fix this.
